rmachine-learningtidymodelsr-recipesr-parsnip

Create a multivariate matrix in tidymodels recipes::recipe()


I am trying to do a k-fold cross validation on a model that predicts the joint distribution of the proportion of tree species basal area from satellite imagery. This requires the use of the DiricihletReg::DirichReg() function, which in turn requires that the response variables be prepared as a matrix using the DirichletReg::DR_data() function. I originally tried to accomplish this in the caret:: package, but I found out that caret:: does not support multivariate responses. I have since tried to implement this in the tidymodels:: suite of packages. Following the documentation on how to register a new model in the parsnip:: (I appreciate Max Kuhn's vegetable humor) package, I created a "DREG" model and a "DR" engine. My registered model works when I simply call it on a single training dataset, but my goal is to do kfolds cross-validation, implementing the vfolds_cv(), a workflow(), and the 'fit_resample()' function. With the code I currently have I get warning message stating:

Warning message:
All models failed. See the `.notes` column. 

Those notes state that Error in get(resp_char, environment(oformula)): object 'cbind(PSME, TSHE, ALRU2)' not found This, I believe is due to the use of DR_data() to preprocess the response variables into the format necessary for Dirichlet::DirichReg() to run properly. I think the solution I need to implement involve getting this pre-processing to happen in either the recipe() call or in the set_fit() call when I register this model with parsnip::. I have tried to use the step_mutate() function when specifying the recipe, but that performs a function on each column as opposed to applying the function with the columns as inputs. This leads to the following error in the "notes" from the output of fit_resample():

Must subset columns with a valid subscript vector.
Subscript has the wrong type `quosures`.
It must be numeric or character.

Is there a way to get the recipe to either transform several columns to a DirichletRegData class using the DR_data() function with a step_*() function or using the pre= argument in set_fit() and set_pred()?

Below is my reproducible example:

##Loading Necessary Packages##
library(tidymodels)
library(DirichletReg)

##Creating Fake Data##
set.seed(88)#For reproducibility

#Response variables#
PSME_BA<-rnorm(100,50, 15)
TSHE_BA<-rnorm(100,40,12)
ALRU2_BA<-rnorm(100,20,0.5)
Total_BA<-PSME_BA+TSHE_BA+ALRU2_BA

#Predictor variables#
B1<-runif(100, 0, 2000)
B2<-runif(100, 0, 1800)
B3<-runif(100, 0, 3000)

#Dataset for modeling#
DF<-data.frame(PSME=PSME_BA/Total_BA, TSHE=TSHE_BA/Total_BA, ALRU2=ALRU2_BA/Total_BA,
               B1=B1, B2=B2, B3=B3)

##Modeling the data using Dirichlet regression with repeated k-folds cross validation##
#Registering the model to parsnip::#
set_new_model("DREG")
set_model_mode(model="DREG", mode="regression")
set_model_engine("DREG", mode="regression", eng="DR")
set_dependency("DREG", eng="DR", pkg="DirichletReg")

set_model_arg(
  model = "DREG",
  eng = "DR",
  parsnip = "param",
  original = "model",
  func = list(pkg = "DirichletReg", fun = "DirichReg"),
  has_submodel = FALSE
)

DREG <-
  function(mode = "regression",  param = NULL) {
    # Check for correct mode
    if (mode  != "regression") {
      rlang::abort("`mode` should be 'regression'")
    }
    
    # Capture the arguments in quosures
    args <- list(sub_classes = rlang::enquo(param))
    
    # Save some empty slots for future parts of the specification
    new_model_spec(
      "DREG",
      args=args,
      eng_args = NULL,
      mode = mode,
      method = NULL,
      engine = NULL
    )
  }

set_fit(
  model = "DREG",
  eng = "DR",
  mode = "regression",
  value = list(
    interface = "formula",
    protect = NULL,
    func = c(pkg = "DirichletReg", fun = "DirichReg"),
    defaults = list()
  )
)

set_encoding(
  model = "DREG",
  eng = "DR",
  mode = "regression",
  options = list(
    predictor_indicators = "none",
    compute_intercept = TRUE,
    remove_intercept = TRUE,
    allow_sparse_x = FALSE
  )
)

set_pred(
  model = "DREG",
  eng = "DR",
  mode = "regression",
  type = "numeric",
  value = list(
    pre = NULL,
    post = NULL,
    func = c(fun = "predict.DirichletRegModel"),
    args =
      list(
        object = expr(object$fit),
        newdata = expr(new_data),
        type = "response"
      )
  )
)

##Running the Model##
DF$Y<-DR_data(DF[,c(1:3)]) #Preparing the response variables 

dreg_spec<-DREG(param="alternative") %>% 
  set_engine("DR")

dreg_mod<-dreg_spec %>% 
  fit(Y~B1+B2+B3, data = DF)#Model works when simply run on single dataset

##Attempting Crossvalidation##
#First attempt - simply call Y as the response variable in the recipe#
kfolds<-vfold_cv(DF, v=10, repeats = 2)
rcp<-recipe(Y~B1+B2+B3, data=DF)

dreg_fit<- workflow() %>% 
  add_model(dreg_spec) %>% 
  add_recipe(rcp)

dreg_rsmpl<-dreg_fit %>% 
  fit_resamples(kfolds)#Throws warning about all models failing

#second attempt - use step_mutate_at()#
rcp<-recipe(~B1+B2+B3, data=DF) %>% 
  step_mutate_at(fn=DR_data, var=vars(PSME, TSHE, ALRU2))

dreg_fit<- workflow() %>% 
  add_model(dreg_spec) %>% 
  add_recipe(rcp)

dreg_rsmpl<-dreg_fit %>% 
  fit_resamples(kfolds)#Throws warning about all models failing


Solution

  • This works, but I'm not sure if it's what you were expecting.

    First--getting the data setup for CV and DR_data()

    I don't know of any package that has built what would essentially be a translation for CV and DirichletReg. Therefore, that part is manually done. You might be surprised to find it's not all that complicated.

    Using the data you created and the modeling objects you created for tidymodels (those prefixed with set_), I created the CV structure that you were trying to use.

    df1 <- data.frame(PSME = PSME_BA/Total_BA, TSHE = TSHE_BA/Total_BA, 
                      ALRU2=ALRU2_BA/Total_BA, B1, B2, B3)
    
    set.seed(88)
    kDf2 <- kDf1 <- vfold_cv(df1, v=10, repeats = 2)
    

    For each of the 20 subset data frames identified in kDf2, I used DR_data to set the data up for the models.

    # convert to DR_data (each folds and repeats)
    df2 <- map(1:20,
               .f = function(x){
                 in_ids = kDf1$splits[[x]]$in_id
                 dd <- kDf1$splits[[x]]$data[in_ids, ] # filter rows BEFORE DR_data
                 dd$Y <- DR_data(dd[, 1:3]) 
                 kDf1$splits[[x]]$data <<- dd
               })
    

    Because I'm not all that familiar with tidymodels, next conducted the modeling using DirichReg. I then did it again with tidymodels and compared them. (The output is identical.)

    DirichReg Models and summaries of the fits

    set.seed(88)
    # perform crossfold validation on Dirichlet Model
    df2.fit <- map(1:20,
                   .f = function(x){
                     Rpt = kDf1$splits[[x]]$id$id
                     Fld = kDf1$splits[[x]]$id$id2
                     daf = kDf1$splits[[x]]$data
                     fit = DirichReg(Y ~ B1 + B2, daf)
                     list(Rept = Rpt, Fold = Fld, fit = fit)
                   })
    # summary of each fitted model
    fit.a <- map(1:20,
                 .f = function(x){
                 summary(df2.fit[[x]]$fit)
                 })
    

    tidymodels and summaries of the fits (the code looks the same, but there are a few differences--the output is the same, though)

    # I'm not sure what 'alternative' is supposed to do here?
    dreg_spec <- DREG(param="alternative") %>%  # this is not model = alternative
      set_engine("DR")
    
    set.seed(88)
    dfa.fit <- map(1:20,
                   .f = function(x){
                     Rpt = kDf1$splits[[x]]$id$id
                     Fld = kDf1$splits[[x]]$id$id2
                     daf = kDf1$splits[[x]]$data
                     fit = dreg_spec %>% 
                       fit(Y ~ B1 + B2, data = daf)
                     list(Rept = Rpt, Fold = Fld, fit = fit)
                   })
    
    afit.a <- map(1:20,
                  .f = function(x){
                    summary(dfa.fit[[x]]$fit$fit) # extra nest for parsnip
                  })
    

    If you wanted to see the first model?

    fit.a[[1]]
    afit.a[[1]]
    

    If you wanted the model with the lowest AIC?

    # comare AIC, BIC, and liklihood?
    # what do you percieve best fit with?
    fmin = min(unlist(map(1:20, ~fit.a[[.x]]$aic)))  # dir
    
    # find min AIC model number
    paste0((map(1:20, ~ifelse(fit.a[[.x]]$aic == fmin, .x, ""))), collapse = "")
    
    fit.a[[19]]
    afit.a[[19]]